unit_root_analysis
Run ADF and KPSS unit root tests to identify the appropriate differencing order for time series analysis.
Instructions
ADF + KPSS unit root tests for d = 0, 1, ..., max_d — support tool.
NOTE: in guided analysis use guided_identification instead — unit_root_analysis is a support tool called internally after the identification listing.
Exploratory tool for the starting value of d. NOT a formal hypothesis test — for formal testing on an estimated model use formal_tests (Shin-Fuller 1998).
Parameters
inp_path : path to the .inp file lam : Box-Cox lambda (0.0 = log, 1.0 = none) max_d : highest differencing order to test (default 2)
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| lam | No | ||
| max_d | No | ||
| inp_path | Yes |